On noisy FIR filtering via total least squares estimation

Author

Zheng, Wei Xing

Author_Institution

Sch. of QMMS, Western Sydney Univ., Penrith South, NSW, Australia

Volume

3

fYear

2004

fDate

23-26 May 2004

Abstract

It is known that a problem of FIR filtering with noisy input and output data can be formulated as a total least squares (TLS) estimation problem. In this paper the sensitivity of the TLS algorithm with respect to the ratio between the variances of the input and output noises is studied. The sensitivity analysis shows that the assumption of the known noise variances ratio, which is vital to application of the TLS algorithm, can be relaxed to that of a rough range of this ratio. The practical workability of the TLS algorithm in noisy FIR filtering is thereby substantially increased. The theoretical findings are corroborated with computer simulation results.

Keywords

FIR filters; filtering theory; least squares approximations; sensitivity analysis; TLS algorithm; input noise variance; noise variances ratio; noisy FIR filtering; noisy input data; noisy output data; output noise variance; sensitivity analysis; total least squares estimation; Additive noise; Application software; Australia; Filtering algorithms; Finite impulse response filter; Least squares approximation; Noise measurement; Sensitivity analysis; Signal processing algorithms; Signal to noise ratio;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 2004. ISCAS '04. Proceedings of the 2004 International Symposium on

Print_ISBN

0-7803-8251-X

Type

conf

DOI

10.1109/ISCAS.2004.1328780

Filename

1328780